On model risk and interconnectedness in banks
Nowadays banks are more reliant on the use of models and many of these models depend on each other. In this thesis techniques from graph theory are used to depict and study the network caused by these dependencies. This is done by creating a portfolio that corresponds to a simplified version of a ba...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
KTH, Matematisk statistik
2018
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228039 |